Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
Work
Year: 2009
Type: article
Abstract: This work is concerned with a class of mean-field models given by a switching diffusion with a continuous-state-dependent switching process. Focusing on asymptotic properties, the regularity or nonexp... more
Source: Journal of Applied Probability
Authors Fubao Xi, George Yin
Institutions Beijing Institute of Technology, Wayne State University
Cites: 39
Cited by: 13
Related to: 10
FWCI: 0.528
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze